Modely volatility ARCH a GARCH
ARCH and GARCH volatility models
bachelor thesis (DEFENDED)
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Permanent link
http://hdl.handle.net/20.500.11956/27819Identifiers
Study Information System: 62965
CU Caralogue: 990011192560106986
Collections
- Kvalifikační práce [11340]
Faculty / Institute
Faculty of Mathematics and Physics
Discipline
General Mathematics
Department
Department of Probability and Mathematical Statistics
Date of defense
29. 6. 2009
Publisher
Univerzita Karlova, Matematicko-fyzikální fakultaLanguage
Czech
Grade
Excellent